HDEF vs DFSU

Comparison between XTRACKERS MSCI EAFE HIGH DIVIDEND YIELD EQUITY ETF (HDEF, ETF) and DIMENSIONAL US SUSTAINABILITY CORE 1 ETF (DFSU, ETF).

HDEF vs DFSU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HDEF(ETF)	DFSU(ETF)
Net Assets	$2.20B	$2.20B
Expense Ratio	0.09%	0.15%
Max Drawdown	38.17%	20.33%
Sharpe Ratio	1.11	1.17
5Y Beta	0.41	0.98
P/E Ratio	N/A	25.17
Forward P/E	N/A	19.20
5Y Dividends CAGR	12.60%	N/A
5Y EPS CAGR	N/A	25.37%
P/S Ratio	N/A	2.34
P/B Ratio	N/A	4.59

Net Assets

HDEF

$2.20B

DFSU

$2.20B

Expense Ratio

Winner

HDEF

0.09%

DFSU

0.15%

Max Drawdown

HDEF

38.17%

Winner

DFSU

20.33%

Sharpe Ratio

HDEF

1.11

Winner

DFSU

1.17

5Y Beta

Winner

HDEF

0.41

DFSU

0.98

P/E Ratio

HDEF

N/A

DFSU

25.17

Forward P/E

HDEF

N/A

DFSU

19.20

5Y Dividends CAGR

HDEF

12.60%

DFSU

N/A

5Y EPS CAGR

HDEF

N/A

DFSU

25.37%

P/S Ratio

HDEF

N/A

DFSU

2.34

P/B Ratio

HDEF

N/A

DFSU

4.59

HDEF vs DFSU - Historical Returns

Returns include dividend reinvestment.

Period	HDEF	DFSU
1 month	+2.39%	+1.35%
3 months	+0.54%	+8.00%
6 months	+7.61%	+7.53%
1 year	+17.52%	+19.85%
5 years(CAGR)	+10.92%	N/A
10 years(CAGR)	+8.69%	N/A
Max(CAGR)	+7.78%	+20.24%

Winner

HDEF

+2.39%

DFSU

+1.35%

HDEF

+0.54%

Winner

DFSU

+8.00%

Winner

HDEF

+7.61%

DFSU

+7.53%

HDEF

+17.52%

Winner

DFSU

+19.85%

5Y(CAGR)

HDEF

+10.92%

DFSU

N/A

10Y(CAGR)

HDEF

+8.69%

DFSU

N/A

Max(CAGR)

HDEF

+7.78%

Winner

DFSU

+20.24%

HDEF vs DFSU - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	HDEF	DFSU
2026	+7.81%	+9.09%
2025	+33.36%	+15.92%
2024	+3.36%	+23.88%
2023	+17.51%	+26.67%
2022	-3.03%	+0.65%
2021	+6.01%	N/A
2020	-2.76%	N/A
2019	+25.44%	N/A
2018	-13.77%	N/A
2017	+9.90%	N/A
2016	+13.43%	N/A
2015	-4.66%	N/A

HDEF vs DFSU Drawdown Comparison

The maximum drawdown for HDEF was -36.42%, occurring on Mar 23, 2020. Recovery took 255 trading sessions.

The maximum drawdown for DFSU was -19.88%, occurring on Apr 8, 2025. Recovery took 141 trading sessions.

The current HDEF drawdown is -1.59%. The current DFSU drawdown is -0.32%.

Rank	HDEF	DFSU
#1	-36.42% Jan 2, 2020 - Jan 6, 2021	-19.88% Dec 4, 2024 - Jul 1, 2025
#2	-23.69% Feb 9, 2022 - Apr 6, 2023	-11.40% Jul 31, 2023 - Dec 8, 2023
#3	-17.55% Jan 22, 2018 - Oct 24, 2019	-10.12% Jan 12, 2026 - Apr 17, 2026
#4	-14.95% Aug 18, 2015 - Aug 10, 2016	-9.51% Feb 2, 2023 - Jun 8, 2023
#5	-11.15% Sep 26, 2024 - Mar 5, 2025	-8.14% Jul 16, 2024 - Aug 23, 2024
#6	-10.60% Mar 18, 2025 - Apr 22, 2025	-7.36% Dec 1, 2022 - Jan 26, 2023
#7	-9.31% Jun 15, 2021 - Jan 12, 2022	-6.25% Mar 28, 2024 - May 15, 2024
#8	-8.79% Jul 26, 2023 - Dec 13, 2023	-5.18% Oct 28, 2025 - Dec 3, 2025
#9	-8.02% Feb 27, 2026 - Mar 20, 2026	-4.70% Aug 30, 2024 - Sep 19, 2024
#10	-6.39% May 8, 2023 - Jun 15, 2023	-3.48% Jun 4, 2026 - Jul 1, 2026
#11	-5.63% Dec 9, 2016 - Jan 10, 2017	-3.22% Oct 8, 2025 - Oct 24, 2025
#12	-5.46% Dec 27, 2023 - Mar 20, 2024	-3.19% Nov 2, 2022 - Nov 10, 2022
#13	-4.72% Jan 8, 2021 - Mar 16, 2021	-2.93% Jul 28, 2025 - Aug 12, 2025
#14	-4.35% Nov 2, 2017 - Jan 9, 2018	-2.87% Oct 18, 2024 - Nov 6, 2024
#15	-4.24% May 17, 2024 - Jul 12, 2024	-2.70% Nov 11, 2024 - Nov 25, 2024

Correlation

Correlation between HDEF and DFSU is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2015 - 2026)

HDEF vs DFSU dividend yield comparison.

Year	HDEF	DFSU
2026	2.63%	0.43%
2025	3.88%	0.85%
2024	4.53%	0.96%
2023	4.38%	1.03%
2022	5.41%	0.21%
2021	4.76%	0.00%
2020	3.93%	0.00%
2019	4.20%	0.00%
2018	3.55%	0.00%
2017	3.38%	0.00%
2016	9.52%	0.00%
2015	1.87%	0.00%